Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616391.6185 | 564706.8447 | 51684.7738 | 365454.7153 | 504380.5355 | -138925.8203 |
Total P&L (%) | 616.3916 | 564.7068 | 51.6848 | 365.4547 | 504.3805 | -138.9258 |
Avg Daily Profit (%) | 0.296 | 0.2712 | 0.0248 | 0.0739 | 0.0864 | 0 |
Buy And Hold Return (%) | 81.4634 | 81.4634 | 81.4634 | 81.4634 | 81.4634 | 81.4634 |
Max Trade Drawdown | -140815 | -135193 | -109594 | -2766514 | -2271292 | -2250021 |
Profit Factor | 1.5828 | 2.0673 | 1.0978 | 1.0331 | 1.0934 | 0.9753 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Profitability (%) | 41.9811 | 42.4528 | 41.5094 | 41.9811 | 42.4528 | 41.5094 |
Ratio Avg Win / Avg Loss | 2.1875 | 2.8023 | 1.5469 | 1.4278 | 1.4822 | 1.3743 |
Largest Winning Trade | 264231 | 264231 | 61727 | 1138430 | 1138430 | 866940 |
Largest Losing Trade | -63387 | -40597 | -63387 | -2003576 | -959854 | -2003576 |
Avg Bars in Trades | 115 | 103 | 127 | 115 | 103 | 127 |
Avg Bars in Winners | 140 | 119 | 163 | 140 | 119 | 163 |
Avg Bars in Losers | 97 | 92 | 101 | 97 | 92 | 101 |
Bars Traded | 24499 | 11009 | 13490 | 24499 | 11009 | 13490 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351807 | 335656 | -440919 | -282182 | -198689 | -582685 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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